+64.8%
IBB vs BIIB
-19.0%
+83.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.7% |
| 7D | -1.7% | -1.6% | 0.0% | -1.0% |
| 30D | +4.9% | +2.2% | +2.7% | +4.0% |
| 3M | +24.2% | +10.3% | +13.9% | +18.8% |
| 6M | +23.8% | +14.9% | +8.9% | +15.8% |
| YTD | +23.0% | +20.7% | +2.2% | +11.8% |
| 1Y | +46.2% | +50.3% | -4.2% | +19.6% |
| 3Y | +64.8% | -18.0% | +82.8% | +70.6% |
| All | +64.8% | -19.0% | +83.8% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling